IntraAlpha
Create free account Start free

The Marcus Corporation MCS

COMMUNICATION SERVICES · ENTERTAINMENT
i

Market dataready · fetched 2026-11-03T20:49:21.691Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T20:49:12.732583006Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T20:49:21.188796+00:00

Share price$27.27
1D+4.2%
$26.05$26.52$26.99$27.46$27.935:30 AM6:30 AM9:00 AM1:00 PMMCS
Sold putSold call

The Marcus Corporation options

Live interpolated MCS call and put midpoint premiums by absolute delta.The Marcus Corporation$0.62$2.47$4.31$6.16$8.00$21.71$23.97$26.22$28.48$30.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive MCS spot · $27.27MCS PRICE$0.82$0.99$1.17$1.34$1.51$1.68$1.86$2.03$2.20$2.38$1.55$2.04$2.54$3.03$3.52$4.02$4.51$5.00$5.50$5.99$6.48$6.98$7.47
PutsExpensive1.79×
Calls——
Skew——
Implied moveBearish±$5.85
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.8164.5%14.7%
25Δ25.5867.0%13.7%
30Δ26.3669.5%12.6%
35Δ29.0653.1%9.6%27.1372.0%11.6%
40Δ28.6552.0%8.7%27.9074.5%10.6%
45Δ28.2450.9%7.8%28.6877.0%9.6%
50Δ27.8249.9%7.0%29.4579.5%8.5%
55Δ27.4148.8%6.1%30.2282.0%7.5%
60Δ27.0047.8%5.2%31.0084.5%6.5%
65Δ26.5946.7%4.3%31.7787.0%5.4%
70Δ26.1845.7%3.5%32.5589.5%4.4%
75Δ25.7744.6%2.6%33.3292.0%3.4%
80Δ25.3643.6%1.7%34.0994.5%2.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
24.81
IV
64.5%
B/E move
14.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
25.58
IV
67.0%
B/E move
13.7%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
26.36
IV
69.5%
B/E move
12.6%

35Δ

Calls
Pseudo strike
29.06
IV
53.1%
B/E move
9.6%
Puts
Pseudo strike
27.13
IV
72.0%
B/E move
11.6%

40Δ

Calls
Pseudo strike
28.65
IV
52.0%
B/E move
8.7%
Puts
Pseudo strike
27.90
IV
74.5%
B/E move
10.6%

45Δ

Calls
Pseudo strike
28.24
IV
50.9%
B/E move
7.8%
Puts
Pseudo strike
28.68
IV
77.0%
B/E move
9.6%

50Δ

Calls
Pseudo strike
27.82
IV
49.9%
B/E move
7.0%
Puts
Pseudo strike
29.45
IV
79.5%
B/E move
8.5%

55Δ

Calls
Pseudo strike
27.41
IV
48.8%
B/E move
6.1%
Puts
Pseudo strike
30.22
IV
82.0%
B/E move
7.5%

60Δ

Calls
Pseudo strike
27.00
IV
47.8%
B/E move
5.2%
Puts
Pseudo strike
31.00
IV
84.5%
B/E move
6.5%

65Δ

Calls
Pseudo strike
26.59
IV
46.7%
B/E move
4.3%
Puts
Pseudo strike
31.77
IV
87.0%
B/E move
5.4%

70Δ

Calls
Pseudo strike
26.18
IV
45.7%
B/E move
3.5%
Puts
Pseudo strike
32.55
IV
89.5%
B/E move
4.4%

75Δ

Calls
Pseudo strike
25.77
IV
44.6%
B/E move
2.6%
Puts
Pseudo strike
33.32
IV
92.0%
B/E move
3.4%

80Δ

Calls
Pseudo strike
25.36
IV
43.6%
B/E move
1.7%
Puts
Pseudo strike
34.09
IV
94.5%
B/E move
2.4%

Options history

IV · four-Friday blend59.34%
Daily EOD
MCS41.9%53.5%65.1%2026-10-19: 43.49%2026-10-20: 46.07%2026-10-21: 49.42%2026-10-28: 63.48%2026-10-29: 59.34%Oct 19Oct 21Oct 29
5 observations2026-10-19 — 2026-10-29
Table
DateIV (%)
43.49%
46.07%
49.42%
63.48%
59.34%